-92.2%
CYCU vs EL
+14.8%
-107.0%
-98.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.7% |
| 7D | -8.1% | +0.8% | -8.8% | -8.3% |
| 30D | -43.0% | +19.8% | -62.8% | -47.9% |
| 3M | -50.8% | +25.7% | -76.5% | -56.0% |
| 6M | -74.1% | +5.4% | -79.6% | -75.7% |
| YTD | -84.0% | +0.2% | -84.2% | -85.0% |
| 1Y | -92.2% | +20.4% | -112.7% | -91.3% |
| All | -92.2% | +14.8% | -107.0% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling